We find two distinct calendar effects in returns for the Indian stock market. More specifically,
we find a November-December effect in which we document that mean returns for November …

We examined the presence of January effect in international stock returns for the recent time
period, January 1997 to December 2014. Our results provide conclusive evidence that …

This paper documents a new ‘time-of-the-month’ pattern in the daily returns of the Standard
& Poor's and the NASDAQ indices. Splitting a month into three time segments, the results …

We identify three attributes of a firm that exert significant positive impact on stock return
performance of companies. Specifically, quality of management, financial soundness and quality …

Purpose – The purpose of this paper is to compare recent performance of small firms with that
of large firms in developed and emerging stock markets. Design/methodology/approach – …

While many investors consider junk bonds to be part of a well‐diversified portfolio, the literature
defining these securities is inconclusive. In particular, the day‐of‐the‐week effect, widely …

We examine Friday the thirteenth effect in US stock returns from January 1950 to December
2007. Our results reveal that stock returns on Friday the thirteenth are not significantly lower …

This study examines predictive ability of the advance-decline indicator in the Indian stock
market. Several lagged values of advance-decline ratios were calculated to examine predictive …

Using the Merrill Lynch daily junk bond index, we re‐examine and extend previous junk
bond return results. We include the effect of business cycles on junk and investment‐grade …

We address three issues regarding the relationship between political party affiliation and
returns in the equities markets, as measured by the NYSE Composite Index and its sub-indexes…